Pages that link to "Item:Q2845209"
From MaRDI portal
The following pages link to General selection rule from a family of linear estimators (Q2845209):
Displaying 16 items.
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Universal pointwise selection rule in multivariate function estimation (Q1002540) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- A new approach to estimator selection (Q1708984) (← links)
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
- Adaptive estimation of nonparametric geometric graphs (Q2035746) (← links)
- Structural adaptation in the density model (Q2078963) (← links)
- Deconvolution with unknown noise distribution is possible for multivariate signals (Q2119230) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- A sup-norm oracle inequality for a partially linear regression model (Q2676901) (← links)
- State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models (Q4558185) (← links)
- (Q5043135) (← links)
- Theory of adaptive estimation (Q6200220) (← links)
- Multivariate trend filtering for lattice data (Q6656626) (← links)
